Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 2.01% | 1.50 CHF | 1.53 CHF | 10'000 | 10'000 | 9'917 | 9'916 | 14'807 CHF | 15'104 CHF | 100.00% | 100.00% |
15.05.2024 | 2.09% | 1.48 CHF | 1.51 CHF | 10'000 | 10'000 | 9'923 | 9'923 | 14'230 CHF | 14'527 CHF | 99.86% | 99.86% |
14.05.2024 | 2.15% | 1.40 CHF | 1.43 CHF | 10'000 | 10'000 | 9'913 | 9'912 | 13'864 CHF | 14'160 CHF | 100.00% | 100.00% |
13.05.2024 | 2.18% | 1.38 CHF | 1.41 CHF | 10'000 | 10'000 | 9'918 | 9'917 | 13'662 CHF | 13'959 CHF | 100.00% | 100.00% |
10.05.2024 | 2.13% | 1.38 CHF | 1.41 CHF | 10'000 | 10'000 | 9'918 | 9'917 | 13'981 CHF | 14'278 CHF | 100.00% | 100.00% |
08.05.2024 | 2.31% | 1.31 CHF | 1.34 CHF | 10'000 | 10'000 | 9'919 | 9'918 | 12'848 CHF | 13'145 CHF | 100.00% | 100.00% |
07.05.2024 | 2.31% | 1.30 CHF | 1.33 CHF | 10'000 | 10'000 | 9'920 | 9'919 | 12'880 CHF | 13'177 CHF | 100.00% | 100.00% |
06.05.2024 | 2.33% | 1.29 CHF | 1.32 CHF | 10'000 | 10'000 | 9'920 | 9'919 | 12'744 CHF | 13'040 CHF | 100.00% | 100.00% |
03.05.2024 | 2.44% | 1.21 CHF | 1.24 CHF | 10'000 | 10'000 | 9'961 | 9'961 | 12'185 CHF | 12'483 CHF | 97.09% | 97.09% |
02.05.2024 | 2.45% | 1.24 CHF | 1.27 CHF | 10'000 | 10'000 | 9'922 | 9'920 | 12'116 CHF | 12'413 CHF | 100.00% | 100.00% |